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	param	t-stat
$ω$	4.6312	5.59
$α$	0.0303	46.58
$β$	0.9976	2,710.85
$ν$	7.0794	7.30

V-Lab

S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cocoa Index Analyses